ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
122-110 |
122-137 |
0-027 |
0.1% |
122-075 |
| High |
122-170 |
122-137 |
-0-033 |
-0.1% |
122-220 |
| Low |
121-310 |
122-002 |
0-012 |
0.0% |
121-310 |
| Close |
122-127 |
122-010 |
-0-117 |
-0.3% |
122-127 |
| Range |
0-180 |
0-135 |
-0-045 |
-25.0% |
0-230 |
| ATR |
0-139 |
0-138 |
0-000 |
-0.2% |
0-000 |
| Volume |
693,518 |
446,053 |
-247,465 |
-35.7% |
2,291,979 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-135 |
123-047 |
122-084 |
|
| R3 |
123-000 |
122-232 |
122-047 |
|
| R2 |
122-185 |
122-185 |
122-035 |
|
| R1 |
122-097 |
122-097 |
122-022 |
122-074 |
| PP |
122-050 |
122-050 |
122-050 |
122-038 |
| S1 |
121-282 |
121-282 |
121-318 |
121-258 |
| S2 |
121-235 |
121-235 |
121-305 |
|
| S3 |
121-100 |
121-147 |
121-293 |
|
| S4 |
120-285 |
121-012 |
121-256 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-162 |
124-055 |
122-254 |
|
| R3 |
123-252 |
123-145 |
122-190 |
|
| R2 |
123-022 |
123-022 |
122-169 |
|
| R1 |
122-235 |
122-235 |
122-148 |
122-288 |
| PP |
122-112 |
122-112 |
122-112 |
122-139 |
| S1 |
122-005 |
122-005 |
122-106 |
122-058 |
| S2 |
121-202 |
121-202 |
122-085 |
|
| S3 |
120-292 |
121-095 |
122-064 |
|
| S4 |
120-062 |
120-185 |
122-000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-220 |
121-310 |
0-230 |
0.6% |
0-140 |
0.4% |
9% |
False |
False |
547,606 |
| 10 |
122-220 |
121-247 |
0-293 |
0.8% |
0-136 |
0.3% |
28% |
False |
False |
583,619 |
| 20 |
122-285 |
120-260 |
2-025 |
1.7% |
0-143 |
0.4% |
59% |
False |
False |
653,484 |
| 40 |
122-285 |
119-235 |
3-050 |
2.6% |
0-122 |
0.3% |
73% |
False |
False |
598,368 |
| 60 |
122-285 |
119-235 |
3-050 |
2.6% |
0-102 |
0.3% |
73% |
False |
False |
402,946 |
| 80 |
122-285 |
119-180 |
3-105 |
2.7% |
0-079 |
0.2% |
74% |
False |
False |
302,519 |
| 100 |
122-285 |
119-035 |
3-250 |
3.1% |
0-063 |
0.2% |
77% |
False |
False |
242,015 |
| 120 |
122-285 |
119-035 |
3-250 |
3.1% |
0-053 |
0.1% |
77% |
False |
False |
201,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-071 |
|
2.618 |
123-170 |
|
1.618 |
123-035 |
|
1.000 |
122-272 |
|
0.618 |
122-220 |
|
HIGH |
122-137 |
|
0.618 |
122-085 |
|
0.500 |
122-070 |
|
0.382 |
122-054 |
|
LOW |
122-002 |
|
0.618 |
121-239 |
|
1.000 |
121-187 |
|
1.618 |
121-104 |
|
2.618 |
120-289 |
|
4.250 |
120-068 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
122-070 |
122-080 |
| PP |
122-050 |
122-057 |
| S1 |
122-030 |
122-033 |
|